Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.288712 0.313581 0.340485 0.371906 0.407793 0.447739 0.495897
2025-06-29 0.254698 0.286504 0.322785 0.367697 0.422459 0.487949 0.573590
2025-07-06 0.227601 0.262407 0.303643 0.356924 0.425213 0.511666 0.632619
2025-07-13 0.214171 0.252353 0.299145 0.362030 0.446514 0.559582 0.729028
2025-07-20 0.203151 0.243783 0.295027 0.366290 0.466138 0.606783 0.831919
2025-07-27 0.191659 0.233389 0.287258 0.364314 0.476178 0.640911 0.920758
2025-08-03 0.183140 0.226044 0.282636 0.365769 0.490646 0.682795 1.029695
2025-08-10 0.171552 0.213741 0.270240 0.354821 0.485052 0.692057 1.083561
2025-08-17 0.160686 0.201737 0.257395 0.342027 0.475053 0.692422 1.120534
2025-08-24 0.154653 0.195985 0.252884 0.341097 0.483409 0.724343 1.224952
2025-08-31 0.152322 0.195186 0.255277 0.350654 0.509535 0.790810 1.417565
2025-09-07 0.147826 0.191037 0.252464 0.351759 0.521409 0.832802 1.568618
2025-09-14 0.142451 0.185501 0.247477 0.349345 0.527527 0.865957 1.712964
2025-09-21 0.137564 0.180427 0.242876 0.347171 0.533791 0.900408 1.873365
2025-09-28 0.131325 0.173085 0.234423 0.337988 0.526245 0.904981 1.953806
2025-10-05 0.128938 0.171330 0.234454 0.343031 0.545816 0.971126 2.243392
2025-10-12 0.126488 0.169348 0.233983 0.347118 0.563943 1.037573 2.570575
2025-10-19 0.122924 0.165510 0.230351 0.345360 0.570208 1.077323 2.828273
2025-10-26 0.120253 0.162919 0.228569 0.346735 0.582969 1.135597 3.196284
2025-11-02 0.115395 0.156770 0.220732 0.336624 0.570668 1.127477 3.281233
2025-11-09 0.110449 0.150334 0.212191 0.324782 0.553756 1.104934 3.293071
2025-11-16 0.107944 0.147627 0.209675 0.323923 0.560470 1.147459 3.644796
2025-11-23 0.107439 0.148023 0.212288 0.332777 0.589436 1.258552 4.463588